Assessment - FTSE 100 Index - 1/30/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/30/17
⇓ Δwk
10/10/16
prc diff
⇓ Δ16
∅-RS
FTSE
8,210.250
8/12
0.52
7,118.480
7,097.500
20.980
0.30
8.73
Melrose
486.700
8/12
0.19
596.250
549.000
47.250
8.61
97.90
Glencore
410.250
8/12
1.27
322.130
228.000
94.130
41.29
84.63
L
Anglo American
2,232.500
8/12
0.29
1,335.290
1,042.500
292.790
28.09
83.44
S
RS Group
754.000
8/12
-0.40
485.000
362.800
122.200
33.68
61.28
Antofagasta
1,879.500
8/12
1.79
819.090
559.000
260.090
46.53
59.51
Rio Tinto
4,942.000
8/12
0.56
3,513.240
2,697.210
816.030
30.25
49.49
Weir Group
1,904.000
8/12
0.79
2,000.000
1,776.000
224.000
12.61
46.73
Ashtead
5,152.000
8/12
-0.43
1,601.000
1,347.000
254.000
18.86
46.05
Standard Chartered
722.000
8/12
0.92
770.370
678.700
91.670
13.51
35.35
L
HSBC
643.900
8/12
0.22
681.240
625.190
56.050
8.97
32.25
L
JD Sports Fashion
120.350
8/12
-4.07
68.680
62.560
6.120
9.78
30.40
Barclays
220.100
8/12
0.85
224.100
169.740
54.360
32.03
29.54
CRH (L)
6,416.000
8/12
-1.35
2,828.010
2,723.000
105.010
3.86
25.48
InterContinental Hot
7,228.000
8/12
-0.61
3,714.710
3,251.000
463.710
14.26
25.46
S
Burberry Group
671.000
8/12
-2.02
1,626.000
1,479.000
147.000
9.94
24.13
L
3i Group
3,018.000
8/12
0.23
690.780
672.500
18.280
2.72
24.00
L
Smiths Group
1,743.000
8/12
0.52
1,508.340
1,528.000
-19.660
-1.29
23.74
Mondi
1,423.000
8/12
-0.42
1,753.460
1,692.000
61.460
3.63
20.97
Scottish Mortgage
824.600
8/12
-0.17
341.200
338.000
3.200
0.95
19.62
L
Coca-Cola HBC
2,708.000
8/12
0.89
1,809.350
1,829.000
-19.650
-1.07
16.50
L
St. James´s Place
691.000
8/12
-1.22
1,067.480
949.000
118.480
12.48
16.45
BP
439.600
8/12
1.35
478.760
489.110
-10.350
-2.12
16.14
Shell
2,799.000
8/12
0.83
2,157.890
2,116.000
41.890
1.98
15.45
F&C Investment Trust
1,026.000
8/12
544.500
519.000
25.500
4.91
15.24
⇓ instrument
freshest
⇓ Δday
1/30/17
⇓ Δwk
10/10/16
prc diff
⇓ Δ16
∅-RS
L
Rentokil Initial
469.000
8/12
1.01
225.100
226.500
-1.400
-0.62
15.16
L
LSE Group
9,938.000
8/12
1.12
3,120.210
2,816.000
304.210
10.80
15.06
S
Spirax-Sarco
7,715.000
8/12
0.72
4,338.000
4,585.000
-247.000
-5.39
13.64
Prudential
635.400
8/12
0.41
1,549.930
1,429.550
120.380
8.42
13.54
WPP Group
690.200
8/12
1.68
1,875.820
1,836.000
39.820
2.17
12.50
Smurfit Kappa
3,058.000
8/12
0.07
2,071.000
1,825.000
246.000
13.48
12.16
S
B&M
444.600
8/12
-2.22
299.200
242.000
57.200
23.64
11.94
Fresnillo
540.000
8/12
0.93
1,412.320
1,685.000
-272.680
-16.18
11.84
L
Experian
3,524.000
8/12
1.18
1,546.540
1,593.000
-46.460
-2.92
11.70
BAE Systems
1,303.500
8/12
2.04
585.990
547.500
38.490
7.03
11.25
DS Smith
444.000
8/12
1.19
438.900
412.700
26.200
6.35
11.17
Aviva
484.200
8/12
0.35
480.530
447.900
32.630
7.29
10.30
L
Tesco
333.500
8/12
0.91
252.170
257.260
-5.090
-1.98
10.27
L
BAT
2,801.000
8/12
4,879.510
4,871.760
7.750
0.16
10.22
S
Diageo
2,451.500
8/12
1.03
2,213.340
2,243.410
-30.070
-1.34
10.06
S
Legal & General
225.600
8/12
0.53
241.060
218.100
22.960
10.53
9.47
Int Cons Airlines
166.450
8/12
-0.06
494.680
362.700
131.980
36.39
9.29
L
NatWest
334.600
8/12
0.48
225.930
178.600
47.330
26.50
9.17
Beazley
732.000
8/12
1.24
404.100
381.300
22.800
5.98
9.15
L
Schroders
337.200
8/12
-0.12
493.420
470.730
22.690
4.82
8.76
Johnson Matthey
1,577.000
8/12
0.06
3,249.000
3,500.000
-251.000
-7.17
8.67
S
Croda
3,829.000
8/12
-0.05
3,397.500
3,669.000
-271.500
-7.40
7.84
L
Segro
884.600
8/12
-0.96
460.300
435.800
24.500
5.62
7.18
L
Lloyds Bank
56.800
8/12
-0.28
64.910
51.090
13.820
27.05
6.74
L
Persimmon
1,577.500
8/12
0.03
1,920.000
1,701.000
219.000
12.87
5.54
⇓ instrument
freshest
⇓ Δday
1/30/17
⇓ Δwk
10/10/16
prc diff
⇓ Δ16
∅-RS
L
Hargreaves Lansdown
1,102.000
8/12
1,327.240
1,262.000
65.240
5.17
5.53
RELX
3,531.000
8/12
0.57
1,413.100
1,475.000
-61.900
-4.20
5.21
Phoenix
538.000
8/12
0.47
677.590
672.256
5.334
0.79
4.37
Compass Group
2,354.000
8/12
0.90
1,407.460
1,498.000
-90.540
-6.04
3.52
L
Taylor Wimpey
158.000
8/12
0.54
166.970
143.800
23.170
16.11
3.30
L
Abrdn
152.950
8/12
2.51
346.450
351.400
-4.950
-1.41
3.29
J Sainsbury
269.600
8/12
0.67
256.890
233.800
23.090
9.88
3.14
S
Whitbread
2,814.000
8/12
-1.44
3,956.080
3,768.000
188.080
4.99
3.09
Intertek
4,680.000
8/12
0.60
3,400.310
3,714.000
-313.690
-8.45
2.84
Centrica
127.300
8/12
3.29
225.600
216.000
9.600
4.44
2.70
L
Auto Trader
797.800
8/12
0.81
390.500
387.000
3.500
0.90
2.34
Hiscox
1,189.000
8/12
1.89
1,025.000
1,041.000
-16.000
-1.54
2.02
Rightmove
537.200
8/12
0.04
397.400
405.400
-8.000
-1.97
1.43
S
Entain
580.400
8/12
3.98
605.000
760.000
-155.000
-20.39
1.43
DCC
5,135.000
8/12
-0.29
6,344.590
7,170.000
-825.410
-11.51
1.05
Berkeley
5,070.000
8/12
1.00
2,812.000
2,390.000
422.000
17.66
0.83
GSK
1,572.000
8/12
0.42
1,544.780
1,735.170
-190.390
-10.97
0.51
Smith and Nephew
1,156.000
8/12
-0.86
1,189.110
1,249.000
-59.890
-4.80
0.08
S
Severn Trent
2,514.000
8/12
-0.63
2,257.000
2,296.000
-39.000
-1.70
-0.48
L
SSE
1,878.000
8/12
0.86
1,485.000
1,516.000
-31.000
-2.04
-1.61
Reckitt Benckiser
4,180.000
8/12
6,804.170
7,274.050
-469.880
-6.46
-2.02
L
Imperial Brands
2,134.000
8/12
0.38
3,694.500
3,858.460
-163.960
-4.25
-2.25
L
Unilever Plc
4,714.000
8/12
-0.34
3,226.150
3,751.120
-524.970
-14.00
-2.31
S
Bunzl
3,202.000
8/12
0.50
2,065.920
2,325.000
-259.080
-11.14
-2.58
L
AstraZeneca
12,780.000
8/12
0.63
4,249.840
5,074.680
-824.840
-16.25
-2.84
⇓ instrument
freshest
⇓ Δday
1/30/17
⇓ Δwk
10/10/16
prc diff
⇓ Δ16
∅-RS
L
Halma
2,527.000
8/12
0.04
924.500
1,126.000
-201.500
-17.90
-3.25
Rolls-Royce
486.700
8/12
0.35
660.290
785.500
-125.210
-15.94
-3.58
S
United Utilities
988.800
8/12
-0.12
908.000
913.000
-5.000
-0.55
-3.83
L
Barratt Developments
524.600
8/12
0.15
472.400
470.800
1.600
0.34
-3.93
Informa
807.800
8/12
1.03
654.520
731.000
-76.480
-10.46
-3.99
Kingfisher
271.400
8/12
0.18
335.500
370.000
-34.500
-9.32
-4.93
S
Unite
934.000
8/12
-1.11
580.000
595.000
-15.000
-2.52
-5.01
Admiral Group
2,698.000
8/12
0.86
1,794.250
2,043.000
-248.750
-12.18
-6.41
Land Securities
615.500
8/12
-0.73
985.080
971.000
14.080
1.45
-6.67
S
Sage Group
1,005.500
8/12
1.03
605.840
741.000
-135.160
-18.24
-6.98
S
Flutter
14,685.000
8/12
-1.28
8,244.420
8,530.000
-285.580
-3.35
-8.28
S
National Grid
978.400
8/12
-0.04
919.800
1,043.090
-123.290
-11.82
-8.57
L
Vodafone
74.440
8/12
0.87
199.860
225.720
-25.860
-11.46
-8.65
Ocado
376.700
8/12
0.72
244.400
254.700
-10.300
-4.04
-8.88
L
Frasers
838.500
8/12
-0.42
290.000
270.500
19.500
7.21
-9.61
L
British Land
395.000
8/12
-0.40
577.860
583.500
-5.640
-0.97
-11.20
Ass Brit Foods
2,435.000
8/12
-0.90
2,428.990
2,493.000
-64.010
-2.57
-14.56
Pearson
1,034.500
8/12
-0.72
614.540
812.500
-197.960
-24.36
-25.17
L
BT Group
141.500
8/12
8.43
302.730
365.940
-63.210
-17.27
-25.27
Next
9,542.000
8/12
0.23
3,831.300
4,534.000
-702.700
-15.50
-26.08
L
Airtel Africa
110.000
8/12
-0.63
-na-
ConvaTec
231.600
8/12
-0.17
247.200
-na-
Endeavour Mining
1,567.000
8/12
1.89
-na-
Haleon
373.200
8/12
-1.01
-na-
S
M&G
203.900
8/12
1.09
-na-
⇓ instrument
freshest
⇓ Δday
1/30/17
⇓ Δwk
10/10/16
prc diff
⇓ Δ16
∅-RS
Pershing Square
3,534.000
8/12
-0.79
-na-
FTSE - 94 out of 100 instruments rated - 1/30/17 / 10/10/16 - 49 did rise, Market-Ratio(16) = 52.13 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index * A16 - 64/25 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06
6/19/06
168
- cash -
short
6/19/06
9/04/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
9/04/06
7/30/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
7/30/07
2/16/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
2/16/09
7/05/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
7/05/10
9/06/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
9/06/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
11/28/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
11/28/11
6/04/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
6/04/12
7/30/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
7/30/12
8/24/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
8/24/15
5/09/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
5/09/16
10/08/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
10/08/18
2/11/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
2/11/19
3/09/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
3/09/20
7/06/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
7/06/20
3/07/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
3/07/22
1/09/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
1/09/23
8/21/23
224
Antofagasta
100
4,251
17.265
13.900
-3.365
-19
59,090
-30
short
8/21/23
12/11/23
112
Fresnillo
100
11,586
5.100
5.760
4.440
-0.660
-13
51,443
-36
long
12/11/23
8/12/24
245
Rolls-Royce
100
17,326
2.969
4.867
1.898
64
84,327
109
accum 6/19/06
8/12/24 6732
days out of 6900 invested (98%)
743
84,327
12
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Taylor Wimpey short 7/30/07 2/16/09 567 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 7/30/12 8/24/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 2/16/09 7/05/10 504 32.53 61.25 28.72 88.29 88.29
Rolls-Royce long 12/11/23 8/12/24 245 2.97 4.87 1.90 63.93 63.93
Lloyds Bank short 8/08/11 11/28/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 9/06/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 11/28/11 6/04/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 9/04/06 7/30/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 8/24/15 5/09/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 6/19/06 9/04/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 7/06/20 3/07/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 6/04/12 7/30/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 1/09/23 8/21/23 224 17.27 13.90 -3.37 -19.49 -19.49
BP short 7/05/10 9/06/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 5/09/16 10/08/18 882 10.39 7.78 -2.61 -25.12
short 10/08/18 2/11/19 126 7.78 9.70 5.86 -1.92 -24.63
short 8/21/23 12/11/23 112 5.10 5.76 4.44 -0.66 -12.94 -50.86
Micro Focus long 2/11/19 3/09/20 392 16.80 5.92 -10.88 -64.74
short 3/09/20 7/06/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 3/07/22 1/09/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
Annotations
4/20/23 Melrose reverse split 3:1 (one for three)
9/26/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
7/18/22 GlaxoSmithKline demergers OTC business -> Haleon
11/30/21 JD Sports stock split 1:5 (five for one)
5/28/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
2/12/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
8/31/18 Rightmove stock split 1:10 (ten for one)
7/02/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
5/21/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
1/19/18 FTSE component update:
Berkeley Group, DS Smith, Evraz, G4S, Halma, Just Eat, NMC Health and Segro replace
ConvaTec, Hikma, Intu Properties, Merlin, Provident Financial, Royal Mail and Worldpay
8/14/17 Standard Life merger with Aberdeen Asset Management completed
3/20/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
2/14/17 FTSE machine learning processed for all techniques
12/19/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
10/04/16 SAB Miller acquired by AB InBev - deletion
9/19/16 FTSE Polymetal replaces Berkeley
9/05/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
7/11/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
2/18/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
8/26/15 FTSE complete analysis
6/22/15 FTSE Inmarsat replaces Aggreko
4/21/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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